Pages that link to "Item:Q451360"
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The following pages link to On the Dickey-Fuller test with white standard errors (Q451360):
Displaying 6 items.
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- The power of the ADF test (Q1127368) (← links)
- Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)